| Primal-dual hybrid gradient method for distributionally robust optimization problems | |
| Liu, Yongchao; Yuan, Xiaoming; Zeng, Shangzhi; Zhang, Jin | |
| 刊名 | OPERATIONS RESEARCH LETTERS
 |
| 2017 | |
| 卷号 | 45页码:625-630 |
| 关键词 | Distributionally robust optimization Discretization method Primal-dual hybrid gradient Moment conditions Wasserstein metric |
| ISSN号 | 0167-6377 |
| URL标识 | 查看原文 |
| WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3310384 |
| 专题 | 大连理工大学 |
| 作者单位 | 1.Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China. 2.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Liu, Yongchao,Yuan, Xiaoming,Zeng, Shangzhi,et al. Primal-dual hybrid gradient method for distributionally robust optimization problems[J]. OPERATIONS RESEARCH LETTERS,2017,45:625-630. |
| APA | Liu, Yongchao,Yuan, Xiaoming,Zeng, Shangzhi,&Zhang, Jin.(2017).Primal-dual hybrid gradient method for distributionally robust optimization problems.OPERATIONS RESEARCH LETTERS,45,625-630. |
| MLA | Liu, Yongchao,et al."Primal-dual hybrid gradient method for distributionally robust optimization problems".OPERATIONS RESEARCH LETTERS 45(2017):625-630. |
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